Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 70 | — |
| Standard deviation | 19.41 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 7.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 72 | — |
| Standard deviation | 19.19 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 12.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 76 | — |
| Standard deviation | 19.53 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 48.40K | — |
| 3-year earnings growth | 18.67 | — |